For the fist time, we guess the reason may due to the unstable disk status, and clear the alert by running a rescan on DMP Management section.

But it happened again last weekend and caused backup job failed by that protection group. When checked, there is nothing in the event logs(administrative/system/hardware) showing an error at the time the message appears.

Thank you very much for your response. And sorry for the limited information, because I couldn't upload a picture right now.

Here is the general description of the event on our server:

Event 3101, DPM-EM

Recovery data for Volume C:\ on XXXX in protection group YYYY resides on a volume that cannot be detected. All subsequent protection activities relating to C:\ will fail until this volume is brought back online or the replica is re-created.(ID:3101)

And I'm checking DPM server log now to see whether I could find something.

We have one virtual disk, which is a collection of two HPE MAS 2050 SAN physical disks, used as DPM disk storage. And when I checked properties of that virtual disk, it shows three "HPE MSA 2050 SAN Multi-Path Disk Device" records (LUN is different).
So I guess we have multiple SAN paths for each volume.

Besides, thank you for the path of DMP error log, I found that there is a "(ComponentCode)16, JobManger.cs(709), NORMAL Jobmanager is idle" record happened 2 to 4 times just a little before the time of "Event 3101, DPM-EM" alert occurred
for three times. Do you know what is meaning of "Jobmanager is idle" and how I could check more for it.

Yes I suggest you check with HPE to see if they could find anything, since both your server and storage is from HPE they might have some good tools/ways of finding out what could be the cause for the volume going missing.